I'm using SciPy's boxcox transformation on a continuous variable (>0).
The lambda parameter is None, so the function finds the lambda that maximizes the log-likelihood function and returns it as the second output argument.
The SciPy's documentation defines the transformation as:
y = (x**lambda - 1) / lambda, for lambda > 0 log(x), for lambda = 0
The problem is that in some realizations the transformation returns a NEGATIVE (close to zero) lambda value.
1) From what I understand given the definition this is not the expected behavior, is it?
2) Which part of the transformation should I apply to invert the result?